Error message with VirtualDJ on Windows

I am very new to this software application VirtualDJ and seeking for a little basic help.
I have downloaded the VirtualDJ from the web link given by the customer support person. With the instruction I installed it successfully.
Now when I try to open the application I get an error message that the controller is not detected.
The controller has not been detected. Please plug the controller and start VirtualDJ again.
I am not sure what could be the reason for this error message. Any help on this is appreciated.
